+44.2%
BP vs EXEL
+231.1%
-186.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.4% |
| 7D | -11.6% | +0.3% | -11.9% | -11.6% |
| 30D | 0.0% | +19.0% | -19.0% | +0.3% |
| 3M | +6.7% | +33.3% | -26.5% | +7.1% |
| 6M | +2.2% | +42.9% | -40.7% | +2.3% |
| YTD | +33.0% | +58.7% | -25.7% | +32.8% |
| 1Y | +30.7% | +70.5% | -39.8% | +30.2% |
| 3Y | +44.2% | +233.8% | -189.6% | +35.6% |
| All | +44.2% | +231.1% | -186.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling